Idiosyncratic risk does not matter: A re-examination of the relationship between average returns and average volatilities
| Year of publication: |
2005
|
|---|---|
| Authors: | Wei, Steven X. ; Zhang, Chu |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 29.2005, 3, p. 603-621
|
| Publisher: |
Elsevier |